+660.7%
SLB vs SIRI
-8.5%
+669.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.5% |
| 7D | +3.5% | -1.7% | +5.2% | +3.6% |
| 30D | +6.5% | +21.1% | -14.6% | +5.1% |
| 3M | -0.2% | +14.7% | -15.0% | -1.2% |
| 6M | -5.7% | +22.9% | -28.7% | -7.2% |
| YTD | +36.8% | +65.7% | -28.9% | +31.9% |
| 1Y | +45.8% | +53.5% | -7.7% | +41.2% |
| 3Y | +3.4% | -23.0% | +26.4% | +3.5% |
| 5Y | +76.1% | -41.5% | +117.6% | +77.5% |
| 10Y | -13.0% | -7.4% | -5.6% | -14.4% |
| All | +660.7% | -8.5% | +669.1% | +513.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling